The following pages link to Jin Liang (Q281647):
Displayed 50 items.
- Asymptotic traveling wave solution for a credit rating migration problem (Q281649) (← links)
- (Q316891) (redirect page) (← links)
- Convergence rate of free boundary of numerical scheme for American option (Q316892) (← links)
- An optimal control model of carbon reduction and trading (Q338652) (← links)
- (Q449294) (redirect page) (← links)
- A fully non-linear PDE problem from pricing CDS with counterparty risk (Q449295) (← links)
- Valuation of portfolio credit derivatives with default intensities using the Vasicek model (Q633823) (← links)
- Utility indifference valuation of corporate bond with rating migration risk (Q889421) (← links)
- Horn-type theorem in Fréchet spaces and application (Q1175591) (← links)
- Trace imbeddings for \(T\)-sets and application to Neumann-Dirichlet problems with measures included in the boundary data (Q1355487) (← links)
- Regularity of solutions for arbitrary order variational inequalities with general convex sets (Q1375388) (← links)
- An optimal control model for reducing and trading of carbon emissions (Q1619124) (← links)
- Asymptotic behaviour of the solutions of an evolutionary Ginzburg-Landau superconductivity model (Q1909987) (← links)
- The valuation of multi-counterparties CDS with credit rating migration (Q2033486) (← links)
- Optimal control model of an enterprise for single and inheriting periods of carbon emission reduction (Q2120594) (← links)
- Free boundaries of credit rating migration in switching macro regions (Q2197188) (← links)
- Optimal control strategy of companies: inheriting period and carbon emission reduction (Q2214786) (← links)
- Asymptotic behaviors of a free boundary raised from corporate bond evaluation with credit rating migration risks (Q2226675) (← links)
- A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior (Q2284922) (← links)
- A free boundary problem for corporate bond with credit rating migration (Q2348504) (← links)
- Minimization of carbon abatement cost: modeling, analysis and simulation (Q2356892) (← links)
- Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
- On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
- Pricing of perpetual American and Bermudan options by binomial tree method (Q2480271) (← links)
- (Q2704336) (← links)
- (Q2887204) (← links)
- INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS (Q2892979) (← links)
- (Q2918317) (← links)
- (Q2924607) (← links)
- Optimal control of perpetual CPDO: minimal cash-out probability and maximal conditional return (Q2925123) (← links)
- Optimal Convergence Rate of the Binomial Tree Scheme for American Options and Their Free Boundaries (Q2928491) (← links)
- Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries (Q3402359) (← links)
- (Q3461425) (← links)
- (Q3490404) (← links)
- (Q3609090) (← links)
- (Q3640223) (← links)
- (Q3640843) (← links)
- (Q3640968) (← links)
- (Q3678081) (← links)
- (Q3748633) (← links)
- (Q3811045) (← links)
- (Q3826976) (← links)
- (Q3982723) (← links)
- (Q3984887) (← links)
- (Q3989802) (← links)
- On a non‐stationary Ginzburg–Landau superconductivity model (Q4289918) (← links)
- On a Nonlinear Integrodifferential Drift-Diffusion Semiconductor Model (Q4310922) (← links)
- Asymptotic behaviour of weak solutions to a boundary value problem for dynamic viscoelastic equations with memory (Q4698381) (← links)
- (Q4727678) (← links)
- THE REGULARITY OF SOLUTIONS FOR THE CURL BOUNDARY PROBLEMS AND GINZBURG-LANDAU SUPERCONDUCTIVITY MODEL (Q4847359) (← links)